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» Zero data in historical trades
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| Author | Topic: Zero data in historical trades (3 messages, Page 1 of 1) |
 tarasov -Interested User- Posts: 12 Joined: Oct 24, 2020 |
Posted: Oct 18, 2021 03:38 AM
Msg. 1 of 3
Hello.
I'm loading historical trades data with request 'HTT,PHYS,20210505 000000,20210505 120000,,,,1,H_0000000000,100'. In trades, I see a strange situation, for all trades in range 2021-05-05 11:12:04.932000-04:00 -- 2021-05-05 11:26:35.608000-04:00 columns tick_id, tot_vlm, bid and ask are zero. It looks like a problem with the data, can you check it? |
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DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014 
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Posted: Oct 18, 2021 06:21 AM
Msg. 2 of 3
We are looking into the data for PHYS.
I will post a reply as soon as I have a response from our market data team. Stephen Shockey Senior Customer Support Representative and Product Support Specialist DTN 800-779-7299 support@iqfeed.net |
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DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014
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Posted: Oct 18, 2021 09:48 AM
Msg. 3 of 3
Unfortunately the exchange had problems providing data on 5/5/21.
The file the exchange provided later did not contain values; so they are indicated as ZERO'S in the file. There is not a way to recover the data from the exchange. Stephen Shockey Senior Customer Support Representative and Product Support Specialist DTN 800-779-7299 support@iqfeed.net |
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